+108.2%
T vs SIMO
+462.5%
-354.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | 0.0% |
| 7D | -1.5% | +14.6% | -16.1% | -0.8% |
| 30D | +7.6% | +6.2% | +1.4% | +8.2% |
| 3M | +15.3% | +3.6% | +11.7% | +16.1% |
| 6M | -8.5% | +130.8% | -139.3% | -4.6% |
| YTD | +6.8% | +195.8% | -189.0% | +12.7% |
| 1Y | -7.2% | +225.0% | -232.2% | -1.8% |
| 3Y | +108.2% | +452.3% | -344.1% | +112.7% |
| All | +108.2% | +462.5% | -354.3% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling